ECBOT 5 Year T-Note Future June 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 124-202 124-202 0-000 0.0% 124-120
High 124-250 124-267 0-017 0.0% 124-207
Low 124-197 124-190 -0-007 0.0% 124-100
Close 124-205 124-240 0-035 0.1% 124-197
Range 0-053 0-077 0-024 45.3% 0-107
ATR 0-056 0-058 0-001 2.6% 0-000
Volume 593,180 420,109 -173,071 -29.2% 2,328,105
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 125-143 125-109 124-282
R3 125-066 125-032 124-261
R2 124-309 124-309 124-254
R1 124-275 124-275 124-247 124-292
PP 124-232 124-232 124-232 124-241
S1 124-198 124-198 124-233 124-215
S2 124-155 124-155 124-226
S3 124-078 124-121 124-219
S4 124-001 124-044 124-198
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 125-169 125-130 124-256
R3 125-062 125-023 124-226
R2 124-275 124-275 124-217
R1 124-236 124-236 124-207 124-256
PP 124-168 124-168 124-168 124-178
S1 124-129 124-129 124-187 124-148
S2 124-061 124-061 124-177
S3 123-274 124-022 124-168
S4 123-167 123-235 124-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-267 124-127 0-140 0.4% 0-049 0.1% 81% True False 419,804
10 124-267 124-100 0-167 0.4% 0-050 0.1% 84% True False 463,868
20 124-267 124-070 0-197 0.5% 0-055 0.1% 86% True False 501,235
40 124-267 123-060 1-207 1.3% 0-066 0.2% 95% True False 534,869
60 124-267 123-040 1-227 1.4% 0-064 0.2% 95% True False 449,329
80 124-267 123-020 1-247 1.4% 0-056 0.1% 95% True False 337,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-274
2.618 125-149
1.618 125-072
1.000 125-024
0.618 124-315
HIGH 124-267
0.618 124-238
0.500 124-228
0.382 124-219
LOW 124-190
0.618 124-142
1.000 124-113
1.618 124-065
2.618 123-308
4.250 123-183
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 124-236 124-236
PP 124-232 124-231
S1 124-228 124-227

These figures are updated between 7pm and 10pm EST after a trading day.

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